Forecasting Chinese Stock Market Volatility: A Real-Time Realized EGARCH-MIDAS Model

Xinyu WU, An ZHAO, Haibin XIE, Chaoqun MA

China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (1) : 248-273.

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China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (1) : 248-273. DOI: 10.12012/CJoE2023-0069

Forecasting Chinese Stock Market Volatility: A Real-Time Realized EGARCH-MIDAS Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2024, 4(1): 248-273 https://doi.org/10.12012/CJoE2023-0069

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